Fractional immigration-death processes

被引：10

作者：

Ascione, Giacomo ^{[1
]}

Leonenko, Nikolai ^{[2
]}

Pirozzi, Enrica ^{[1
]}

机构：

[1] Univ Napoli Federico II, Dipartimento Matemat & Applicaz Renato Caccioppol, I-80126 Naples, Italy

[2] Cardiff Univ, Sch Math, Cardiff CF24 4AG, Wales

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2021年 / 495卷 / 02期

基金：

澳大利亚研究理事会;

关键词：

Stable subordinator; Caputo fractional derivative; Time-changed process; Birth-death process; LIMIT-THEOREMS; POISSON;

D O I：

10.1016/j.jmaa.2020.124768

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process. (C) 2020 Elsevier Inc. All rights reserved.

引用

页数：27

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